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✨ price-feeds: add inverse feed #821

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5 changes: 5 additions & 0 deletions .changeset/swift-heron-flips.md
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Original file line number Diff line number Diff line change
@@ -0,0 +1,5 @@
---
"@exactly/protocol": patch
---

✨ price-feeds: add inverse feed
70 changes: 41 additions & 29 deletions .gas-snapshot
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Expand Up @@ -66,7 +66,7 @@ DebtManagerTest:testFloatingToFixedRollHigherThanAvailableLiquidityWithSlippage(
DebtManagerTest:testFloatingToFixedRollHigherThanAvailableLiquidityWithSlippageWithThreePools() (gas: 2819298)
DebtManagerTest:testFloatingToFixedRollWithAccurateSlippage() (gas: 1733293)
DebtManagerTest:testFloatingToFixedRollWithAccurateSlippageWithPreviousPosition() (gas: 1955460)
DebtManagerTest:testFuzzRolls(uint8[4],uint8[4],uint256[4],uint40[4],uint8[4]) (runs: 256, μ: 8031885, ~: 8086009)
DebtManagerTest:testFuzzRolls(uint8[4],uint8[4],uint256[4],uint40[4],uint8[4]) (runs: 256, μ: 8004418, ~: 8031281)
DebtManagerTest:testLateFixedRoll() (gas: 1455061)
DebtManagerTest:testLateFixedRollWithThreeLoops() (gas: 2044387)
DebtManagerTest:testLateFixedToFloatingRoll() (gas: 1449884)
Expand Down Expand Up @@ -220,19 +220,19 @@ IntegrationPreviewerTest:test_fixedRepayPosition_beforeMaturity() (gas: 580013)
IntegrationPreviewerTest:test_fixedRepayPosition_maxUint() (gas: 79490)
IntegrationPreviewerTest:test_fixedRepayPosition_saturatedFallback() (gas: 63069)
IntegrationPreviewerTest:test_healthFactor() (gas: 464287)
IntegrationPreviewerTest:test_previewDeposit_(uint256) (runs: 256, μ: 1595909, ~: 1599768)
IntegrationPreviewerTest:test_previewDeposit_(uint256) (runs: 256, μ: 1595663, ~: 1599768)
IntegrationPreviewerTest:test_previewHealthFactor() (gas: 5827588)
IntegrationPreviewerTest:test_previewHealthFactor_nonCollateralMarket() (gas: 3511184)
IntegrationPreviewerTest:test_previewWithdraw_(uint256) (runs: 256, μ: 1656041, ~: 1660104)
IntegrationPreviewerTest:test_previewWithdraw_(uint256) (runs: 256, μ: 1655792, ~: 1660104)
InterestRateModelTest:testFixedBorrowRate() (gas: 2088868)
InterestRateModelTest:testFixedRateRevertAlreadyMatured() (gas: 2083135)
InterestRateModelTest:testFixedRateRevertUtilizationExceeded() (gas: 2097203)
InterestRateModelTest:testFloatingBorrowRate() (gas: 2082456)
InterestRateModelTest:testFuzzFixedRateGrowth(uint256,uint256,uint256,uint256) (runs: 256, μ: 2108979, ~: 2105195)
InterestRateModelTest:testFuzzFixedRateTimeSensitivity(uint256,uint256,uint256) (runs: 256, μ: 2117002, ~: 2117161)
InterestRateModelTest:testFuzzReferenceLegacyRateFixed(uint32,uint256,uint256[2],uint256[2],uint256,uint256,uint256) (runs: 256, μ: 12926388, ~: 13131329)
InterestRateModelTest:testFuzzReferenceRateFixed(uint256,uint256,uint256,uint256,uint256,uint256,(uint256,uint256,uint256,uint256,uint256,uint256,uint256,uint256,int256,uint256,uint256)) (runs: 256, μ: 2384553, ~: 2386829)
InterestRateModelTest:testFuzzReferenceRateFloating(uint256,uint256,(uint256,uint256,uint256,uint256,uint256,uint256,uint256)) (runs: 256, μ: 2324290, ~: 2324936)
InterestRateModelTest:testFuzzFixedRateGrowth(uint256,uint256,uint256,uint256) (runs: 256, μ: 2109336, ~: 2112192)
InterestRateModelTest:testFuzzFixedRateTimeSensitivity(uint256,uint256,uint256) (runs: 256, μ: 2117022, ~: 2117161)
InterestRateModelTest:testFuzzReferenceLegacyRateFixed(uint32,uint256,uint256[2],uint256[2],uint256,uint256,uint256) (runs: 256, μ: 12931216, ~: 13130880)
InterestRateModelTest:testFuzzReferenceRateFixed(uint256,uint256,uint256,uint256,uint256,uint256,(uint256,uint256,uint256,uint256,uint256,uint256,uint256,uint256,int256,uint256,uint256)) (runs: 256, μ: 2384630, ~: 2386873)
InterestRateModelTest:testFuzzReferenceRateFloating(uint256,uint256,(uint256,uint256,uint256,uint256,uint256,uint256,uint256)) (runs: 256, μ: 2324355, ~: 2324942)
InterestRateModelTest:testMinTimeToMaturity() (gas: 2107232)
InterestRateModelTest:testRevertMaxUtilizationLowerThanWad() (gas: 268402)
MarketTest:testAccountLiquidityAdjustedDebt() (gas: 654879)
Expand Down Expand Up @@ -396,7 +396,7 @@ PoolLibTest:testAtomicDepositBorrowRepayWithdraw() (gas: 45922)
PoolLibTest:testBackupBorrow() (gas: 33624)
PoolLibTest:testEarningsAccrual() (gas: 38952)
PoolLibTest:testEarningsDistribution() (gas: 32679)
PoolLibTest:testFuzzAddRemoveAll(uint8[12]) (runs: 256, μ: 104450, ~: 105534)
PoolLibTest:testFuzzAddRemoveAll(uint8[12]) (runs: 256, μ: 104690, ~: 106307)
PoolLibTest:testMaturityRangeLimit() (gas: 7866)
PoolLibTest:testMaturityRangeTooWide() (gas: 11656)
PreviewerTest:testAccountsReturningAccurateAmounts() (gas: 1687100)
Expand Down Expand Up @@ -478,6 +478,18 @@ PriceFeedDoubleTest:testPriceFeedDoubleReturningPrice() (gas: 76193)
PriceFeedDoubleTest:testPriceFeedDoubleWithActualOnChainValues() (gas: 85326)
PriceFeedDoubleTest:testPriceFeedDoubleWithNegativePriceShouldRevert() (gas: 212681)
PriceFeedDoubleTest:testPriceFeedDoubleWithUsdPriceFeed() (gas: 498675)
PriceFeedInverseTest:testFuzz_latestAnswer_matchesGreaterScale(int256) (runs: 256, μ: 55881, ~: 56215)
PriceFeedInverseTest:testFuzz_latestAnswer_returnsOne_whenAnswerIsAboveBaseUnitSquared(int256) (runs: 256, μ: 2531209, ~: 2531318)
PriceFeedInverseTest:testFuzz_latestAnswer_reverts_whenAnswerIsNegative(int256) (runs: 256, μ: 54861, ~: 54945)
PriceFeedInverseTest:testFuzz_latestAnswer_roundsUp(int256) (runs: 256, μ: 55095, ~: 55431)
PriceFeedInverseTest:test_assetPrice_returnsPrice_whenAnswerIsAboveBaseUnitSquared() (gas: 2509699)
PriceFeedInverseTest:test_constructor_setsPriceFeedDecimalsAndBaseUnit() (gas: 26853)
PriceFeedInverseTest:test_latestAnswer_matchesGreaterScale_withHighPrices() (gas: 229965)
PriceFeedInverseTest:test_latestAnswer_returnsExactInverse_whenDivisionIsExact() (gas: 91181)
PriceFeedInverseTest:test_latestAnswer_returnsInverse() (gas: 57926)
PriceFeedInverseTest:test_latestAnswer_returnsOne_whenAnswerIsAboveBaseUnitSquared() (gas: 91218)
PriceFeedInverseTest:test_latestAnswer_reverts_whenAnswerIsNegative() (gas: 94442)
PriceFeedInverseTest:test_latestAnswer_reverts_whenAnswerIsZero() (gas: 37201)
PriceFeedPoolTest:testPriceFeedPoolReturningPrice() (gas: 40917)
PriceFeedPoolTest:testPriceFeedPoolReturningPriceWithToken0False() (gas: 2181230)
PriceFeedPoolTest:testPriceFeedPoolWithAllDifferentDecimals() (gas: 2159319)
Expand Down Expand Up @@ -577,8 +589,8 @@ StakedEXATest:invariantNoDuplicatedReward() (runs: 10, calls: 5000, reverts: 0)
StakedEXATest:invariantRewardsUpOnly() (runs: 10, calls: 5000, reverts: 0)
StakedEXATest:invariantShareValueIsOne() (runs: 10, calls: 5000, reverts: 0)
StakedEXATest:testAlreadyListedError() (gas: 43677)
StakedEXATest:testAvgIndex(uint256[3],uint256[2]) (runs: 256, μ: 1322403, ~: 1370843)
StakedEXATest:testAvgStartTime(uint256[3],uint256[2]) (runs: 256, μ: 1250469, ~: 1298909)
StakedEXATest:testAvgIndex(uint256[3],uint256[2]) (runs: 256, μ: 1319458, ~: 1370678)
StakedEXATest:testAvgStartTime(uint256[3],uint256[2]) (runs: 256, μ: 1247524, ~: 1298744)
StakedEXATest:testBalanceOfDeposit(uint80) (runs: 256, μ: 331003, ~: 339807)
StakedEXATest:testBalanceOfWithdraw(uint256) (runs: 256, μ: 82393, ~: 82407)
StakedEXATest:testCanChangeRewardsDurationWhenDisabled() (gas: 176331)
Expand All @@ -587,12 +599,12 @@ StakedEXATest:testClaimAndUnstake() (gas: 1622618)
StakedEXATest:testClaimAndWithdrawAfterRefTime() (gas: 1029325)
StakedEXATest:testClaimBeforeFirstHarvest() (gas: 527334)
StakedEXATest:testDepositClaimsRewardsToReceiver() (gas: 1121108)
StakedEXATest:testDepositEvent(uint256) (runs: 256, μ: 335230, ~: 334966)
StakedEXATest:testDepositShouldClaim(uint256[2],uint32) (runs: 256, μ: 822456, ~: 754904)
StakedEXATest:testDepositEvent(uint256) (runs: 256, μ: 335228, ~: 334966)
StakedEXATest:testDepositShouldClaim(uint256[2],uint32) (runs: 256, μ: 826654, ~: 754952)
StakedEXATest:testDepositToAnotherWithAllowance() (gas: 375284)
StakedEXATest:testDepositToAnotherWithoutAllowanceShouldFail() (gas: 121959)
StakedEXATest:testDepositWithdrawAvgStartTimeAndIndex(uint256[3],uint256,uint256[5]) (runs: 256, μ: 1879175, ~: 1904532)
StakedEXATest:testEarnedWithTime(uint256) (runs: 256, μ: 86134, ~: 86326)
StakedEXATest:testDepositWithdrawAvgStartTimeAndIndex(uint256[3],uint256,uint256[5]) (runs: 256, μ: 1875287, ~: 1904448)
StakedEXATest:testEarnedWithTime(uint256) (runs: 256, μ: 86108, ~: 86326)
StakedEXATest:testEmergencyAdminCanPauseNotUnpause() (gas: 175029)
StakedEXATest:testFinishDistributionEmitEvent() (gas: 240752)
StakedEXATest:testFinishDistributionLetsClaimUnclaimed() (gas: 1784877)
Expand All @@ -603,9 +615,9 @@ StakedEXATest:testGrantRevokeEmergencyAdmin() (gas: 117824)
StakedEXATest:testGrantRevokePauser() (gas: 117836)
StakedEXATest:testHandlerClaim(uint8) (runs: 256, μ: 485340, ~: 485340)
StakedEXATest:testHandlerDeposit(uint80) (runs: 256, μ: 1240331, ~: 1276242)
StakedEXATest:testHandlerHarvest(uint64) (runs: 256, μ: 402355, ~: 411143)
StakedEXATest:testHandlerNotifyRewardAmount(uint64) (runs: 256, μ: 166056, ~: 156797)
StakedEXATest:testHandlerSetDuration(uint32) (runs: 256, μ: 196224, ~: 218711)
StakedEXATest:testHandlerHarvest(uint64) (runs: 256, μ: 402351, ~: 411143)
StakedEXATest:testHandlerNotifyRewardAmount(uint64) (runs: 256, μ: 165113, ~: 156797)
StakedEXATest:testHandlerSetDuration(uint32) (runs: 256, μ: 198473, ~: 218711)
StakedEXATest:testHandlerSetMarket() (gas: 144553)
StakedEXATest:testHandlerWithdraw(uint256) (runs: 256, μ: 91497, ~: 91511)
StakedEXATest:testHarvestAmountWithReducedAllowance() (gas: 184605)
Expand All @@ -616,13 +628,13 @@ StakedEXATest:testHarvestWhenFinished() (gas: 326352)
StakedEXATest:testHarvestX() (gas: 180952)
StakedEXATest:testHarvestZero() (gas: 255436)
StakedEXATest:testInitialValues() (gas: 196484)
StakedEXATest:testInsufficientBalanceError(uint256) (runs: 256, μ: 63929, ~: 64151)
StakedEXATest:testInsufficientBalanceError(uint256) (runs: 256, μ: 63958, ~: 64151)
StakedEXATest:testMaxRewardsGasConsumption() (gas: 144674963)
StakedEXATest:testMultipleClaimsVsOne() (gas: 21936440)
StakedEXATest:testMultipleHarvests() (gas: 284083)
StakedEXATest:testNoRewardsAfterPeriod(uint256) (runs: 256, μ: 1809884, ~: 1804427)
StakedEXATest:testNoRewardsAfterPeriod(uint256) (runs: 256, μ: 1809893, ~: 1804427)
StakedEXATest:testNotPausingRoleError() (gas: 39124)
StakedEXATest:testNotifyRewardAmount(uint256,uint256) (runs: 256, μ: 155618, ~: 155564)
StakedEXATest:testNotifyRewardAmount(uint256,uint256) (runs: 256, μ: 155601, ~: 155564)
StakedEXATest:testNotifyRewardWithUnderlyingAsset() (gas: 460608)
StakedEXATest:testOnlyAdminEnableReward() (gas: 1297302)
StakedEXATest:testOnlyAdminFinishDistribution() (gas: 213640)
Expand All @@ -640,13 +652,13 @@ StakedEXATest:testPenaltyThresholdRange() (gas: 36989)
StakedEXATest:testPermitAndDeposit() (gas: 452146)
StakedEXATest:testPermitFailKeepsFlow() (gas: 484480)
StakedEXATest:testRemoveDepositAllowance() (gas: 466913)
StakedEXATest:testResetDepositAfterRefTime(uint256) (runs: 256, μ: 1033242, ~: 1032994)
StakedEXATest:testRewardAmountNotifiedEvent(uint256) (runs: 256, μ: 105549, ~: 105281)
StakedEXATest:testResetDepositAfterRefTime(uint256) (runs: 256, μ: 1033239, ~: 1032994)
StakedEXATest:testRewardAmountNotifiedEvent(uint256) (runs: 256, μ: 105547, ~: 105293)
StakedEXATest:testRewardNotListedError() (gas: 1177184)
StakedEXATest:testRewardPaidEvent(uint256,uint256) (runs: 256, μ: 810714, ~: 854321)
StakedEXATest:testRewardsAmounts(uint256) (runs: 256, μ: 1707512, ~: 1707287)
StakedEXATest:testRewardPaidEvent(uint256,uint256) (runs: 256, μ: 809092, ~: 854321)
StakedEXATest:testRewardsAmounts(uint256) (runs: 256, μ: 1707506, ~: 1707287)
StakedEXATest:testRewardsDurationSetEvent(uint40) (runs: 256, μ: 52173, ~: 52149)
StakedEXATest:testSetDuration(uint256,uint40) (runs: 256, μ: 66005, ~: 64453)
StakedEXATest:testSetDuration(uint256,uint40) (runs: 256, μ: 65997, ~: 64453)
StakedEXATest:testSetMarketAddressZero() (gas: 36979)
StakedEXATest:testSetMarketOnlyAdmin() (gas: 1345554)
StakedEXATest:testSetMaxRewardsTokensExceeded() (gas: 111958823)
Expand All @@ -658,12 +670,12 @@ StakedEXATest:testSetSavingsZeroAddressError() (gas: 37006)
StakedEXATest:testTotalSupplyDeposit(uint80) (runs: 256, μ: 330389, ~: 339193)
StakedEXATest:testTotalSupplyWithdraw(uint256) (runs: 256, μ: 81753, ~: 81767)
StakedEXATest:testUntransferable(uint80) (runs: 256, μ: 338580, ~: 348672)
StakedEXATest:testWithdrawEvent(uint256) (runs: 256, μ: 483396, ~: 483140)
StakedEXATest:testWithdrawEvent(uint256) (runs: 256, μ: 483393, ~: 483140)
StakedEXATest:testWithdrawRewardUnderlyingAsset() (gas: 456617)
StakedEXATest:testWithdrawRewardsOnlyAdmin() (gas: 242200)
StakedEXATest:testWithdrawRewardsOnlyReward() (gas: 1177174)
StakedEXATest:testWithdrawSameAmountRewardsShouldEqual(uint256,uint256) (runs: 256, μ: 1065777, ~: 1107874)
StakedEXATest:testWithdrawWithRewards(uint256) (runs: 256, μ: 895620, ~: 895364)
StakedEXATest:testWithdrawSameAmountRewardsShouldEqual(uint256,uint256) (runs: 256, μ: 1063385, ~: 1107803)
StakedEXATest:testWithdrawWithRewards(uint256) (runs: 256, μ: 895617, ~: 895364)
StakedEXATest:testZeroRateError() (gas: 58274)
StakingPreviewerTest:testAllClaimable() (gas: 769205)
StakingPreviewerTest:testAllClaimed() (gas: 818952)
Expand Down
31 changes: 31 additions & 0 deletions contracts/PriceFeedInverse.sol
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Original file line number Diff line number Diff line change
@@ -0,0 +1,31 @@
// SPDX-License-Identifier: BUSL-1.1
pragma solidity ^0.8.17;

import { FixedPointMathLib } from "solady/src/utils/FixedPointMathLib.sol";
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import { SafeCastLib } from "solady/src/utils/SafeCastLib.sol";
import { IPriceFeed } from "./utils/IPriceFeed.sol";

contract PriceFeedInverse is IPriceFeed {
using FixedPointMathLib for uint256;
using SafeCastLib for int256;

/// @notice Price feed whose answer is inverted.
IPriceFeed public immutable priceFeed;
/// @notice Number of decimals that the answer of this price feed has, same as the inverted feed's.
uint8 public immutable decimals;
/// @notice Base unit of the inverted feed's answer.
uint256 public immutable baseUnit;

constructor(IPriceFeed priceFeed_) {
priceFeed = priceFeed_;
decimals = priceFeed_.decimals();
baseUnit = 10 ** decimals;
}

/// @notice Returns the inverse of the price feed's latest answer.
/// @dev Rounds up, the conservative direction for debt-only markets, so the inverse can't truncate to zero.
/// Reverts on a zero or negative answer.
function latestAnswer() external view returns (int256) {
return int256(baseUnit.mulDivUp(baseUnit, priceFeed.latestAnswer().toUint256()));
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}
}
11 changes: 11 additions & 0 deletions deploy/PriceFeeds.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,17 @@ const func: DeployFunction = async ({ ethers, network, deployments: { deploy, ge
log: true,
}),
);
} else if (priceFeed === "inverse") {
await tenderlify(
"PriceFeedInverse",
await deploy(`PriceFeed${symbol}`, {
skipIfAlreadyDeployed,
contract: "PriceFeedInverse",
args: [(await get(`PriceFeed${symbol}Inverted`)).address],
from: deployer,
log: true,
}),
);
} else if (priceFeed.wrapper) {
const { address, abi } = await get(priceFeed.wrapper);
await tenderlify(
Expand Down
6 changes: 4 additions & 2 deletions deploy/mocks/Assets.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,7 @@ const func: DeployFunction = async ({ deployments: { deploy, log }, getNamedAcco
from: deployer,
log: true,
});
} else if (priceFeed) {
} else if (typeof priceFeed === "object") {
await deploy(priceFeed.wrapper, {
skipIfAlreadyDeployed: true,
contract: "MockStETH",
Expand All @@ -52,7 +52,9 @@ const func: DeployFunction = async ({ deployments: { deploy, log }, getNamedAcco
});
}

await deploy(`PriceFeed${symbol}${priceFeed ? (priceFeed === "double" ? "One" : "Main") : ""}`, {
const sourceSuffix =
priceFeed === "double" ? "One" : priceFeed === "inverse" ? "Inverted" : priceFeed ? "Main" : "";
await deploy(`PriceFeed${symbol}${sourceSuffix}`, {
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skipIfAlreadyDeployed: true,
contract: "MockPriceFeed",
args: [priceDecimals, parseUnits({ WBTC: "63000", WETH: "1000", OP: "3" }[symbol] ?? "1", priceDecimals)],
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Expand Down
2 changes: 1 addition & 1 deletion hardhat.config.ts
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Expand Up @@ -553,7 +553,7 @@ declare module "hardhat/types/config" {
frozen?: boolean;
nonCollateral?: boolean;
adjustFactor: number;
priceFeed?: "double" | { wrapper: string; fn: string; baseUnit: bigint };
priceFeed?: "double" | "inverse" | { wrapper: string; fn: string; baseUnit: bigint };
penaltyRatePerDay: number;
treasuryFeeRate: number;
backupFeeRate: number;
Expand Down
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